+85.3%
FCX vs RY
+154.9%
-69.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +1.0% |
| 7D | -4.9% | +3.1% | -8.0% | -7.9% |
| 30D | +4.8% | -0.3% | +5.1% | +4.8% |
| 3M | +4.6% | +8.7% | -4.0% | -4.9% |
| 6M | +10.8% | +28.5% | -17.7% | -15.7% |
| YTD | +44.2% | +25.1% | +19.1% | +12.7% |
| 1Y | +59.6% | +46.3% | +13.3% | +7.0% |
| All | +85.3% | +154.9% | -69.5% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling